+44.3%
RKT vs JEPQ
+94.0%
-49.7%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -1.0% |
| 7D | -6.3% | -0.2% | -6.1% | -6.1% |
| 30D | -6.2% | +0.8% | -7.0% | -6.9% |
| 3M | -1.9% | +4.0% | -5.8% | -6.2% |
| 6M | -13.0% | +10.4% | -23.4% | -22.1% |
| YTD | -31.9% | +11.4% | -43.4% | -39.6% |
| 1Y | -37.6% | +18.9% | -56.5% | -48.5% |
| 3Y | +36.8% | +70.3% | -33.5% | -33.3% |
| All | +44.3% | +94.0% | -49.7% | -42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded JEPQ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling